Optimal trade execution and absence of price manipulations in limit order book models

Alfonsi, Aurélien ; Schied, Alexander

DOI: https://doi.org/10.1137/090762786
URL: http://epubs.siam.org/sifin/resource/1/sjfmbj/v1/i...
Additional URL: https://hal.archives-ouvertes.fr/hal-00397652/docu...
Document Type: Article
Year of publication: 2010
The title of a journal, publication series: SIAM Journal on Financial Mathematics : SIFIN
Volume: 1
Issue number: 1
Page range: 490-522
Place of publication: Philadelphia, Pa.
Publishing house: SIAM
ISSN: 1945-497X
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics
Additional information: Online-Ressource

Dieser Eintrag ist Teil der Universitätsbibliographie.

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